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Financial linkages between US sector credit default swaps markets
Arouri, Mohamed; Hammoudeh, Shawkat; Jawadi, Fredj; … - In: Journal of international financial markets, … 33 (2014), pp. 223-243
Persistent link: https://www.econbiz.de/10011299835
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L' Intégration boursière internationale : tests et effets sur la diversification
Arouri, Mohamed - In: Annales d'économie et de statistique 85 (2007), pp. 189-218
Persistent link: https://www.econbiz.de/10003690313
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Cojumps and Asset Allocation in International Equity Markets
Arouri, Mohamed - 2018
This paper examines the patterns of intraday cojumps between international equity markets as well as their impact on international asset holdings and portfolio diversification benefits. Using intraday index-based data for exchange-traded funds as proxies for international equity markets, we...
Persistent link: https://www.econbiz.de/10012907781